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Markov-Kette
Zinsstruktur
14,336
Yield curve
14,335
Theorie
8,964
Theory
8,900
Monte Carlo simulation
6,276
Monte-Carlo-Simulation
5,569
Realoptionsansatz
3,417
Real options analysis
3,407
Schätzung
3,171
Estimation
3,162
Optionspreistheorie
2,700
Option pricing theory
2,649
USA
2,479
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2,466
Zins
2,312
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2,289
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2,245
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2,243
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2,242
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2,236
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2,041
Öffentliche Anleihe
2,041
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1,856
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1,539
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1,532
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1,494
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1,486
Kapitaleinkommen
1,486
Stochastic process
1,481
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1,450
Forecasting model
1,448
Schätztheorie
1,399
Estimation theory
1,391
EU-Staaten
1,281
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1,279
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1,165
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1,162
Markov chain
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Dijk, Herman K. van
20
Tsionas, Efthymios G.
19
Frühwirth-Schnatter, Sylvia
17
Chib, Siddhartha
14
Koopman, Siem Jan
13
Zhang, Xibin
13
Koop, Gary
12
Martin, Gael M.
12
Omori, Yasuhiro
12
Kohn, Robert
11
Gerlach, Richard
10
Leon-Gonzalez, Roberto
10
Li, Yong
10
Peters, Gareth
10
Yu, Jun
10
Boivin, Jean
9
Chen, Cathy W. S.
9
Forbes, Catherine Scipione
9
Hoogerheide, Lennart
9
Robert, Christian P.
9
Strachan, Rodney W.
9
Weber, Andrea
9
Winter-Ebmer, Rudolf
9
Bos, Charles S.
8
Elliott, Robert J.
8
Pamminger, Christoph
8
Shevchenko, Pavel V.
8
Bauwens, Luc
7
Chiarella, Carl
7
Kaufmann, Sylvia
7
King, Maxwell L.
7
Kneib, Thomas
7
Korobilis, Dimitris
7
Lesage, James P.
7
McAleer, Michael
7
Nakajima, Jouchi
7
Casarin, Roberto
6
Dimitrakopoulos, Stefanos
6
Fischer, Manfred M.
6
Hoogerheide, Lennart F.
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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National Bureau of Economic Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
University of British Columbia / Finance Division
3
Econometrisch Instituut <Rotterdam>
2
University of Strathclyde / Department of Economics
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Universität Hannover / Wirtschaftswissenschaftliche Fakultät
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Centre for Growth and Business Cycle Research <Manchester>
1
Christian-Albrechts-Universität zu Kiel
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Instituto Valenciano de Investigaciones Económicas
1
Judge Institute of Management Studies
1
Massachusetts Institute of Technology / Department of Economics
1
School of Finance and Business Economics <Perth, Western Australia>
1
State University of New York at Albany / Department of Economics
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Westfälische Wilhelms-Universität Münster
1
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Journal of econometrics
48
Discussion paper / Tinbergen Institute
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
International journal of theoretical and applied finance
16
Quantitative finance
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Econometric reviews
13
European journal of operational research : EJOR
13
International journal of forecasting
13
Economic modelling
11
Journal of banking & finance
11
Economics letters
10
Energy economics
10
Journal of forecasting
10
Computational economics
9
Insurance / Mathematics & economics
9
International review of financial analysis
9
Risks : open access journal
9
Working paper
9
Journal of the American Statistical Association : JASA
8
Finance research letters
7
Journal of applied econometrics
7
Journal of empirical finance
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
CAMA working paper series
6
Econometric Institute research papers
6
GRIPS discussion papers
6
Journal of economic dynamics & control
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
Sveriges Riksbank working paper series
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Working papers
6
Working papers in economics and statistics
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Applied economics
5
Discussion paper / Centre for Economic Policy Research
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
1,063
USB Cologne (EcoSocSci)
1
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1
A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
Saved in:
2
Branching particle pricers with heston examples
Kouritzin, Michael A.
;
MacKay, Anne
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012270887
Saved in:
3
Merchant energy trading in a network
Nadarajah, Selvaprabu
;
Secomandi, Nicola
- In:
Operations research
66
(
2018
)
5
,
pp. 1304-1320
Persistent link: https://www.econbiz.de/10011932448
Saved in:
4
Threshold stochastic volatility : properties and forecasting
Mao, Xiuping
;
Ruiz, Esther
;
Veiga, Helena
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10011746949
Saved in:
5
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
6
A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
Saved in:
7
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
8
Structural estimation of real options models
Gamba, Andrea
;
Tesser, Matteo
- In:
Journal of economic dynamics & control
33
(
2009
)
4
,
pp. 798-816
Persistent link: https://www.econbiz.de/10003844040
Saved in:
9
Investment in electric energy storage under uncertainty : a real options approach
Bakke, Ida
;
Fleten, Stein-Erik
;
Hagfors, Lars Ivar
; …
- In:
Computational Management Science : CMS
13
(
2016
)
3
,
pp. 483-500
Persistent link: https://www.econbiz.de/10011669309
Saved in:
10
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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